+776.9%
IAU vs THC
+636.8%
+140.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -2.1% | -1.1% |
| 7D | -2.0% | +0.2% | -2.2% | -2.0% |
| 30D | -4.4% | +9.0% | -13.4% | -4.4% |
| 3M | -8.9% | +12.9% | -21.8% | -8.9% |
| 6M | -15.9% | +52.8% | -68.8% | -15.9% |
| YTD | -7.8% | +47.4% | -55.2% | -7.7% |
| 1Y | -3.8% | +47.7% | -51.5% | -3.7% |
| 3Y | +104.3% | +444.7% | -340.3% | +105.8% |
| 5Y | +111.2% | +269.3% | -158.1% | +112.4% |
| 10Y | +216.4% | +1,913.5% | -1,697.1% | +225.0% |
| All | +776.9% | +636.8% | +140.1% | +789.6% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded THC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling